CrowdStrike Holdings, (Mexico) Market Value
| CRWD Stock | MXN 7,560 200.00 2.72% |
| Symbol | CrowdStrike |
CrowdStrike Holdings, 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to CrowdStrike Holdings,'s stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of CrowdStrike Holdings,.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in CrowdStrike Holdings, on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding CrowdStrike Holdings, or generate 0.0% return on investment in CrowdStrike Holdings, over 30 days. CrowdStrike Holdings, is related to or competes with Glencore Plc. CrowdStrike Holdings, Inc. provides cloud-delivered solutions for endpoint and cloud workload protection in the United S... More
CrowdStrike Holdings, Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure CrowdStrike Holdings,'s stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess CrowdStrike Holdings, upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.15 | |||
| Information Ratio | 0.1587 | |||
| Maximum Drawdown | 13.06 | |||
| Value At Risk | (3.27) | |||
| Potential Upside | 4.81 |
CrowdStrike Holdings, Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CrowdStrike Holdings,'s investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CrowdStrike Holdings,'s standard deviation. In reality, there are many statistical measures that can use CrowdStrike Holdings, historical prices to predict the future CrowdStrike Holdings,'s volatility.| Risk Adjusted Performance | 0.1666 | |||
| Jensen Alpha | 0.5407 | |||
| Total Risk Alpha | 0.1277 | |||
| Sortino Ratio | 0.1899 | |||
| Treynor Ratio | (4.43) |
CrowdStrike Holdings, Backtested Returns
CrowdStrike Holdings, appears to be very steady, given 3 months investment horizon. CrowdStrike Holdings, secures Sharpe Ratio (or Efficiency) of 0.22, which signifies that the company had a 0.22% return per unit of risk over the last 3 months. By analyzing CrowdStrike Holdings,'s technical indicators, you can evaluate if the expected return of 0.57% is justified by implied risk. Please makes use of CrowdStrike Holdings,'s Downside Deviation of 2.15, mean deviation of 2.01, and Risk Adjusted Performance of 0.1666 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, CrowdStrike Holdings, holds a performance score of 17. The firm shows a Beta (market volatility) of -0.12, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning CrowdStrike Holdings, are expected to decrease at a much lower rate. During the bear market, CrowdStrike Holdings, is likely to outperform the market. Please check CrowdStrike Holdings,'s standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether CrowdStrike Holdings,'s price patterns will revert.
Auto-correlation | 0.78 |
Good predictability
CrowdStrike Holdings, has good predictability. Overlapping area represents the amount of predictability between CrowdStrike Holdings, time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 to 27th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of CrowdStrike Holdings, price movement. The serial correlation of 0.78 indicates that around 78.0% of current CrowdStrike Holdings, price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.78 | |
| Spearman Rank Test | 0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 51 K |
CrowdStrike Holdings, lagged returns against current returns
Autocorrelation, which is CrowdStrike Holdings, stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting CrowdStrike Holdings,'s stock expected returns. We can calculate the autocorrelation of CrowdStrike Holdings, returns to help us make a trade decision. For example, suppose you find that CrowdStrike Holdings, has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
CrowdStrike Holdings, regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If CrowdStrike Holdings, stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CrowdStrike Holdings, stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CrowdStrike Holdings, stock over time.
Current vs Lagged Prices |
| Timeline |
CrowdStrike Holdings, Lagged Returns
When evaluating CrowdStrike Holdings,'s market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CrowdStrike Holdings, stock have on its future price. CrowdStrike Holdings, autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, CrowdStrike Holdings, autocorrelation shows the relationship between CrowdStrike Holdings, stock current value and its past values and can show if there is a momentum factor associated with investing in CrowdStrike Holdings,.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for CrowdStrike Stock Analysis
When running CrowdStrike Holdings,'s price analysis, check to measure CrowdStrike Holdings,'s market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy CrowdStrike Holdings, is operating at the current time. Most of CrowdStrike Holdings,'s value examination focuses on studying past and present price action to predict the probability of CrowdStrike Holdings,'s future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CrowdStrike Holdings,'s price. Additionally, you may evaluate how the addition of CrowdStrike Holdings, to your portfolios can decrease your overall portfolio volatility.